In a large skillet over medium heat, warm the olive oil until it shimmers gently, about 1 minute.

Add shallots and garlic to the pan, stirring constantly until they soften, about 2–3 minutes.

Toss in the mixed mushrooms and fresh thyme, then cook over medium-high heat until the mushrooms release their juices and brown, about 8–10 minutes.

Sprinkle in salt and black pepper, stir for another minute, then remove from heat and let cool slightly.

Set oven to 400°F (200°C) and line a baking sheet with parchment paper.

Unfold the puff pastry on a floured surface, brush edges with Dijon mustard.

Pile the cooled mushroom filling down the pastry center, fold the edges over, and crimp to seal.

Transfer the Wellington to your sheet, brush with the beaten egg yolk, then bake until puffed and golden, about 25–30 minutes.